Teaching Fellow
BCom, MFinc, PhD(Otago)
Office OBS 5.09
Tel +64 3 556 5908
Email isabella.yoon@otago.ac.nz
Isabella joined the Otago team full-time as a Teaching Fellow in July 2023. Prior to this, she had been an integral part of the Department, serving as both a PhD student and a casual Teaching Fellow / tutor. Isabella possesses a deep-seated passion for finance education and additionally contributes as a member of the AKO teaching and learning committee within the department.
Isabella’s research centres on derivatives markets. She is a member of the Derivatives and Quantitative Finance Group and joined the Climate and Energy Finance Group in March 2023.
Research interests
- Derivatives markets
Publications
Yoon, J. (2023). Essays on derivatives markets (PhD). University of Otago, Dunedin, New Zealand. Retrieved from http://hdl.handle.net/10523/16269 Awarded Doctoral Degree
Yoon, J. (2023, February). Information content of the implied volatility smirk of VIX and VXX on SPX Options. Verbal presentation at the New Zealand Finance Colloquium, Wellington, New Zealand. Conference Contribution - Verbal presentation and other Conference outputs
Yoon, J., Ruan, X., & Zhang, J. (2022, December). The role of hedgers and speculators in the currency futures market. Verbal presentation at the Finance Management Association (FMA) Asia/Pacific Conference, Melbourne, Australia. Conference Contribution - Verbal presentation and other Conference outputs
Yoon, J. (2022, February). The role of hedgers and speculators in the currency futures markets. Verbal presentation at the New Zealand Finance Colloquium, [Online]. Conference Contribution - Verbal presentation and other Conference outputs
Yoon, J., Ruan, X., & Zhang, J. E. (2022). VIX option‐implied volatility slope and VIX futures returns. Journal of Futures Markets, 42, 1002-1038. doi: 10.1002/fut.22317 Journal - Research Article